Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 109.36% | Avg Sharpe | 0.31 |
| Avg Sortino | 0.86 | Avg Max DD % | -22.04% |
| Avg Win Rate % | 34.94% | Total Trades | 1056 |
| Profit Factor | 1.55 | Volatility (Ann.) % | 5.26% |
| Avg Trade Return % | 16140.58% |
| Metric | Value |
|---|---|
| Total return | +22.67% |
| Net profit | $226,738 |
| Gross profit | $5,743,791,036 |
| Gross loss | $3,476,412,093 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.09% |
| Median monthly return | +0.66% |
| Best month return | +16.03% |
| Worst month return | -4.59% |
| Rolling 12-month return | +29.65% |
| Return per trade | +7818.5481 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +12.72% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +20.27% |
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